+32.1%
AEM vs D
+19.1%
+13.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.5% |
| 7D | +4.3% | +0.8% | +3.6% | +4.2% |
| 30D | +13.1% | -0.7% | +13.9% | +13.2% |
| 3M | +24.8% | +2.1% | +22.7% | +23.4% |
| 6M | -8.2% | +6.8% | -15.1% | -10.1% |
| YTD | +19.8% | +16.5% | +3.3% | +15.5% |
| 1Y | +32.1% | +19.2% | +12.9% | +27.7% |
| All | +32.1% | +19.1% | +13.0% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded D wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling